-85.6%
MSTU vs VFC
-27.8%
-57.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -4.6% |
| 7D | +21.3% | -1.6% | +22.9% | +22.4% |
| 30D | +90.8% | -11.6% | +102.4% | +104.3% |
| 3M | -6.8% | -18.1% | +11.3% | +1.8% |
| 6M | -39.8% | -27.4% | -12.5% | -28.3% |
| YTD | -55.7% | -24.8% | -30.9% | -48.3% |
| 1Y | -92.7% | -8.2% | -84.5% | -92.6% |
| All | -85.6% | -27.8% | -57.7% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling